Right now I'm going through White, Platinum, and HeartGold with the "all wild Pokemon are shiny" AR code activated because I've been playing Pokemon for thirteen years or so now and don't view my AR runs in my emulator as 'unfair', merely 'having fun', so I'm seeing a lot of shinies at the moment, haha.

However, my first legitimate shiny encounter was, I believe, with a shiny Zubat in Rock Tunnel. Didn't know what it was and I have the vague memory of defeating it. I was probably about eight and the oldest of my four siblings so no one was there to tell me what it was. I ran into a shiny Koffing around the time I got Ruby, that was right next to Lavaridge Town in the Fiery Path. Caught it, but still didn't know what it was or how rare it was. Found out what it was through Google but failed to understand how rare it was and eventually started a new game, so the Koffing's gone forever.

The last shiny I encountered is absolutely maddening. It happened about two and a half years ago and it was in the Battle Pyramid. A wild Shiny Ludicolo. I wasn't using cheats at the moment so I had no way to catch it. I just stared at it for a while hating my life, haha. It pained me to dispose of it.